This may be late for this, but I just saw it. Are all of the leaves yellow, or just a few? If it just a few and they falling, it is somewhat typical of Lindens to do that. Many think Lindens are a messy tree because it has a tendancy to drop like this. But if its just a few don't worry. Check around the base of the tree, make sure that all the strings and burlap were taken off the rootball when planted, or that it may have a girdling root an its base. That could cause a problem.